+150.3%
CI vs SPXL
+1,078.5%
-928.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.8% |
| 7D | +2.6% | -2.9% | +5.5% | +3.0% |
| 30D | +7.3% | -12.4% | +19.7% | +10.5% |
| 3M | +9.5% | -11.8% | +21.3% | +12.3% |
| 6M | +6.4% | -1.4% | +7.8% | +5.1% |
| YTD | +12.0% | +19.0% | -7.0% | +4.3% |
| 1Y | +20.1% | +18.0% | +2.1% | +11.8% |
| 3Y | +9.6% | +220.0% | -210.4% | -29.1% |
| 5Y | +52.7% | +102.6% | -49.9% | +4.5% |
| 10Y | +150.3% | +1,087.3% | -937.0% | -23.0% |
| All | +150.3% | +1,078.5% | -928.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling